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~isPartOf:"Journal of business ethics : JOBE"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Research Report"
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Zeitreihenanalyse
Theory
2,787
Theorie
2,785
Estimation theory
1,631
Schätztheorie
1,631
USA
1,489
United States
1,489
Business ethics
1,463
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1,459
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1,388
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1,385
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984
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926
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725
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720
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700
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615
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615
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600
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600
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Phillips, Peter C. B.
26
Taylor, Robert
18
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12
Chen, Xiaohong
10
Koop, Gary
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Hallin, Marc
9
Park, Joon Y.
9
Swanson, Norman R.
8
Todorov, Viktor
8
Gao, Jiti
7
Harvey, David I.
7
Koopman, Siem Jan
7
Li, Jia
7
Tauchen, George Eugene
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Andersen, Torben
6
Bollerslev, Tim
6
Chen, Rong
6
Francq, Christian
6
Hong, Yongmiao
6
Horváth, Lajos
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
Perron, Pierre
6
Zakoïan, Jean-Michel
6
Barigozzi, Matteo
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
Chang, Yoosoon
5
Davis, Richard A.
5
Delgado, Miguel A.
5
Elliott, Graham
5
Fan, Jianqing
5
Fan, Yanqin
5
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Sir Clive Granger Memorial Conference <2010, Nottingham>
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Journal of business ethics : JOBE
Journal of econometrics
Journal of financial economics
International journal of forecasting
552
Economics letters
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
390
Journal of forecasting
331
Applied economics
319
Econometric theory
314
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Applied economics letters
216
Econometric reviews
211
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
202
Energy economics
197
Journal of applied econometrics
147
Computational economics
126
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Journal of empirical finance
104
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
99
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
Journal of risk and financial management : JRFM
73
Journal of time series econometrics
73
Journal of banking & finance
69
Journal of international money and finance
68
International review of financial analysis
67
Journal of the American Statistical Association : JASA
67
The review of economics and statistics
67
The empirical economics letters : a monthly international journal of economics
66
European journal of operational research : EJOR
64
Macroeconomic dynamics
63
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
International journal of economics and financial issues : IJEFI
55
Journal of money, credit and banking : JMCB
53
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ECONIS (ZBW)
700
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1
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700
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
3
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
4
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
5
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
6
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
7
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
8
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
9
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
10
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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